I have been to a few Christmas Markets on Mainland Europe - 1.) Nice, France 2.) Ghent, Belgium 3.) Napajedla, Czech Republic and all three have been different.
The one in Nice was interesting because it was pretty warmish ,so didn't need too much mulled wine to keep warm. But they did a nice job getting the city decked out.
The one in Ghent was pretty big. We loved the 'Scottish' stall selling fudge and tablet. The guy was so funny and kept trying to get us to buy stuff.
The one in Napajedla was tiny, a rural village kind of thing and the local crafts people were out selling stuff, local food and the school kids were performing traditional dances. I loved that one!
Anyways, I like the kitsch and tat and colours of Christmas markets. But pick a place to go for the whole city as you can visit one Christmas market pretty quickly. (Ghent and Napajedla were visited on work related trips, so I saw them with locals, which was also interesting). - You could do a tour, that stops off and visits a few different ones too.